Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

BWX Technologies, Inc. (BWXT) 30-Day Implied Volatility Skew data is not available for 2022-11-25.

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Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3312
Historical Volatility (Parkinson)	0.2542
Implied Volatility (Calls)	0.2387
Implied Volatility (Puts)	0.2994
Implied Volatility (Mean)	0.2690
Put-Call Implied Volatility Ratio	1.2543
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4444
Put-Call Ratio (Open Interest)	0.8930
Forward Price	63.15
Call Breakeven Price	62.44
Put Breakeven Price	57.79
Option Breakeven Price	61.88

Data from Quantcha